I think Spain reacted, in OBL's point of view, in a more natural Western manner. The volcanic reaction on the part of the US to 9/11, *that* surprised him. An understandable mistake on his part.
From any point of view, Spain's reaction was something MORE then just natural Western - it was a specifically Spanish manner. Don't forget that Spain is one of the very few European countries where the Left had such a huge public support that they managed a coup in the early thirties which led to a bloody civil war - and after that the Spaniards needed about forty years of very strong authoritarian (er, mildly speaking) regime to keep the Reds under lid.
On the other hand, Spain stroke oil with their staunch Right wingers of whom Aznar was a very good specimen.
The country will come to grips with the reality but alas, paying a very high price for that... as usual in the Spanish history.